+55.3%
LBRT vs BIYA
-99.8%
+155.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +10.2% | +2.7% | +7.4% | +10.1% |
| 30D | +4.9% | -16.7% | +21.5% | +5.2% |
| 3M | -21.2% | -74.6% | +53.4% | -20.9% |
| 6M | -19.9% | -85.4% | +65.4% | -20.0% |
| YTD | +20.8% | -94.2% | +115.0% | +22.3% |
| 1Y | +123.5% | -98.6% | +222.1% | +141.5% |
| All | +55.3% | -99.8% | +155.1% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling